Department of Finance

B404A Modern Issues in Finance: Foundations of Asset Management

Lecturer:Dr. Thomas Schön
Language:English
Recommended for:M.Sc., 1st year
Course type and number of hours:2 hours lecture
ECTS credits:6 ECTS
Type of exam:Seminar paper and presentation
Time and place:
  • Friday, October 16, 2026, 2:15 PM – 3:45 PM
  • Friday, October 23, 2026, 2:15 PM – 3:45 PM
  • Friday, December 4, 2026, 2:15 PM – 5:45 PM
  • Tuesday, December 22, 2026, 2:15 PM – 3:45 PM (Online)
  • Friday, January 08, 2026, 2:15 PM – 5:45 PM

The lecture will take place in room E07 (WiWi Seminar Mohlstraße 36).

Registration:

You can register until Sunday, October 25, 2026 (EOB). The details for the registration will be communicated in the first two lectures. Lecture slides will be available after the lectures in ILIAS.

 

The course is creditable towards the Modules B404 & B405 Modern Issues in Finance I & II. Please be aware that you can only fill each of these 2 modules once, hence you are able to acquire 12 ECTS credits in total from these modules.

Goals

Students develop an in-depth knowledge of fundamental asset management concepts. They learn to approach academic essays in this field successfully and to contextualize them in modern financial markets.

 

Content

This module enables students to extend their knowledge in selected areas of advanced finance by choosing appropriate courses. These courses deal with various aspects of portfolio management, asset pricing and risk management.

 

Literature

  • Markowitz, Harry, ‘Portfolio Selection’, The Journal of Finance, Vol. 7, 1952, pp. 77 - 91
  • Lintner, John, ‘Security prices, risk and maximal gains from diversification’, The Journal of Finance, Vol. 20, 1965, pp. 587 - 615
  • Fama, Eugene F. and French, Kenneth R., ‘The Cross-Section of Expected Stock Returns’, The Journal of Finance, Vol. 47, 1992, pp. 427 - 465
  • Sharpe, William F., ‘Mutual Fund Performance’, The Journal of Business, Vol. 39, 1966, pp. 119 - 138
  • Jensen, Michael C., ‘The Performance of Mutual Funds in the Period 1945 – 1964’, The Journal of Finance, Vol. 23, 1967, pp. 389 - 416